It sometimes feels like your phone knows what you're thinking about before you do.
Especially when an ad appears about something you talked about but never looked for on your phone. You're not going crazy - your phone is probably listening to your conversations.
It's a common trick called ultrasonic cross-device tracking that's supposedly being used in advertisements on TV and by advertisers in general. If you're worried about it, there is a way to turn it off so you can't be tracked so easily.